Lombard Odier Asset Management (USA) Corp Q4 2018 Filing
Filed February 14, 2019
Portfolio Value
$1.3T
Holdings
203
Report Date
Q4 2018
Filing Type
13F-HR
All Holdings (203 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | EEMISHARES TR | 2,000,000 | $78.1B | 6.15% | Call |
| 2 | FXIISHARES TR | 1,818,000 | $71.2B | 5.60% | Call |
| 3 | SPYSPDR S&P 500 ETF TR | 160,000 | $40.0B | 3.15% | Put |
| 4 | LGNDLIGAND PHARMACEUTICALS INC | 212,600 | $28.9B | 2.27% | Put |
| 5 | RHT1EURRED HAT INC | 150,000 | $26.3B | 2.07% | |
| 6 | RIGTRANSOCEAN LTD | 3,771,800 | $26.2B | 2.06% | Put |
| 7 | MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC | 18,000,000 | $25.4B | 2.00% | |
| 8 | —VECTOR GROUP LTD | 25,191,000 | $25.3B | 1.99% | |
| 9 | —MICHAEL KORS HLDGS LTD | 60,000 | $22.8B | 1.79% | |
| 10 | FCXFREEPORT-MCMORAN INC | 1,600,000 | $16.5B | 1.30% | Put |
| 11 | —ALLSCRIPTS HEALTHCARE SOLUTN | 16,950,000 | $16.4B | 1.29% | |
| 12 | FWONK 1 01/30/23LIBERTY MEDIA CORP DELAWARE | 15,454,000 | $15.9B | 1.25% | |
| 13 | CHTRCHARTER COMMUNICATIONS INC N | 54,400 | $15.5B | 1.22% | Put |
| 14 | —INTEGRATED DEVICE TECHNOLOGY | 10,000,000 | $15.5B | 1.22% | |
| 15 | —TWENTY FIRST CENTY FOX INC | 315,000 | $15.2B | 1.19% | Put |
| 16 | PXDEURPIONEER NAT RES CO | 115,000 | $15.1B | 1.19% | |
| 17 | CLRUSDCONTINENTAL RESOURCES INC | 375,000 | $15.1B | 1.19% | |
| 18 | AMZNAMAZON COM INC | 10,000 | $15.0B | 1.18% | |
| 19 | —CAESARS ENTMT CORP | 12,090,000 | $15.0B | 1.18% | |
| 20 | CXOEURCONCHO RES INC | 145,000 | $14.9B | 1.17% | |
| 21 | —RTI INTL METALS INC | 15,000,000 | $14.9B | 1.17% | |
| 22 | USX1UNITED STATES STL CORP NEW | 815,000 | $14.9B | 1.17% | Put |
| 23 | FANGDIAMONDBACK ENERGY INC | 160,000 | $14.8B | 1.17% | |
| 24 | ON 1 12/01/20ON SEMICONDUCTOR CORP | 13,000,000 | $14.3B | 1.13% | |
| 25 | KSSKOHLS CORP | 214,000 | $14.2B | 1.12% | Put |
| 26 | MAMASTERCARD INCORPORATED | 75,000 | $14.1B | 1.11% | |
| 27 | FNVFRANCO NEVADA CORP | 200,000 | $14.0B | 1.10% | Call |
| 28 | KBHKB HOME | 731,000 | $14.0B | 1.10% | Put |
| 29 | ADBEADOBE INC | 60,000 | $13.6B | 1.07% | |
| 30 | BHCBAUSCH HEALTH COS INC | 700,000 | $12.9B | 1.02% | Put |
| 31 | —AKAMAI TECHNOLOGIES INC | 12,500,000 | $12.4B | 0.98% | |
| 32 | GMGENERAL MTRS CO | 368,800 | $12.3B | 0.97% | Put |
| 33 | TRCOTRIBUNE MEDIA CO | 270,000 | $12.3B | 0.96% | |
| 34 | DCHAMERICAN AXLE & MFG HLDGS IN | 1,050,000 | $11.7B | 0.92% | Put |
| 35 | PAGSPAGSEGURO DIGITAL LTD | 600,000 | $11.2B | 0.88% | |
| 36 | AABAUSDALTABA INC | 193,877 | $11.2B | 0.88% | |
| 37 | CSTMCONSTELLIUM NV | 1,596,369 | $11.2B | 0.88% | |
| 38 | WYNNWYNN RESORTS LTD | 100,000 | $9.9B | 0.78% | |
| 39 | IBMINTERNATIONAL BUSINESS MACHS | 82,500 | $9.4B | 0.74% | Call |
| 40 | —BARCLAYS BK PLC | 200,000 | $9.4B | 0.74% | Put |
| 41 | CUCAAVIS BUDGET GROUP | 400,000 | $9.0B | 0.71% | Put |
| 42 | MATMATTEL INC | 900,000 | $9.0B | 0.71% | Put |
| 43 | —KRATON CORPORATION | 397,388 | $8.7B | 0.68% | |
| 44 | TWTRUSDTWITTER INC | 300,000 | $8.6B | 0.68% | |
| 45 | XYLXYLEM INC | 129,000 | $8.6B | 0.68% | |
| 46 | DOEURDIAMOND OFFSHORE DRILLING IN | 900,000 | $8.5B | 0.67% | Put |
| 47 | PYPLPAYPAL HLDGS INC | 100,000 | $8.4B | 0.66% | |
| 48 | PTENPATTERSON UTI ENERGY INC | 800,000 | $8.3B | 0.65% | |
| 49 | —SPRINT CORP | 1,420,000 | $8.3B | 0.65% | Put |
| 50 | AALAMERICAN AIRLS GROUP INC | 256,500 | $8.2B | 0.65% | Put |
| 51 | CVNACARVANA CO | 250,000 | $8.2B | 0.64% | |
| 52 | —AK STL CORP | 8,000,000 | $8.0B | 0.63% | |
| 53 | —ILLUMINA INC | 6,000,000 | $7.8B | 0.62% | |
| 54 | —TESARO INC | 105,000 | $7.8B | 0.61% | Put |
| 55 | KMBKIMBERLY CLARK CORP | 68,000 | $7.7B | 0.61% | |
| 56 | CLFCLEVELAND CLIFFS INC | 1,000,000 | $7.7B | 0.61% | Put |
| 57 | CTLEURCENTURYLINK INC | 500,000 | $7.6B | 0.60% | Put |
| 58 | UNHUNITEDHEALTH GROUP INC | 30,000 | $7.5B | 0.59% | |
| 59 | ORCLORACLE CORP | 165,000 | $7.5B | 0.59% | Put |
| 60 | OSVEURVANECK VECTORS ETF TR | 525,000 | $7.3B | 0.57% | Call |
| 61 | HALHALLIBURTON CO | 260,000 | $6.9B | 0.54% | Call |
| 62 | ALBALBEMARLE CORP | 88,425 | $6.8B | 0.54% | |
| 63 | FOSLFOSSIL GROUP INC | 419,800 | $6.6B | 0.52% | Put |
| 64 | —NXSTAGE MEDICAL INC | 230,000 | $6.6B | 0.52% | Put |
| 65 | METAFACEBOOK INC | 50,000 | $6.6B | 0.52% | Put |
| 66 | —ENSCO PLC | 1,830,000 | $6.5B | 0.51% | Put |
| 67 | UPBDRENT A CTR INC NEW | 400,000 | $6.5B | 0.51% | |
| 68 | DISH 3.375 08/15/26DISH NETWORK CORP | 8,000,000 | $6.4B | 0.50% | |
| 69 | —TWITTER INC | 7,000,000 | $6.4B | 0.50% | |
| 70 | GTGOODYEAR TIRE & RUBR CO | 308,000 | $6.3B | 0.49% | Put |
| 71 | KHCKRAFT HEINZ CO | 140,000 | $6.0B | 0.47% | |
| 72 | —NAVISTAR INTL CORP NEW | 6,000,000 | $6.0B | 0.47% | |
| 73 | BOOTBOOT BARN HLDGS INC | 350,000 | $6.0B | 0.47% | |
| 74 | EAELECTRONIC ARTS INC | 75,000 | $5.9B | 0.47% | |
| 75 | DISHDISH NETWORK CORP | 236,100 | $5.9B | 0.46% | Put |
| 76 | —LIBERTY MEDIA CORP DELAWARE | 11,423,000 | $5.8B | 0.46% | |
| 77 | —PANDORA MEDIA INC | 700,000 | $5.7B | 0.45% | |
| 78 | GRA1EURGRACE W R & CO DEL NEW | 78,802 | $5.1B | 0.40% | |
| 79 | DYHTARGET CORP | 75,000 | $5.0B | 0.39% | Call |
| 80 | TLTISHARES TR | 40,000 | $4.9B | 0.38% | Put |
| 81 | —INTEGRATED DEVICE TECHNOLOGY | 100,000 | $4.8B | 0.38% | |
| 82 | —SOCIAL CAP HEDOSOPHIA HLDGS | 455,090 | $4.7B | 0.37% | |
| 83 | KMIKINDER MORGAN INC DEL | 300,000 | $4.6B | 0.36% | Call |
| 84 | —ARRIS INTL INC | 145,000 | $4.4B | 0.35% | |
| 85 | TSCOTRACTOR SUPPLY CO | 50,000 | $4.2B | 0.33% | |
| 86 | EDUNEW ORIENTAL ED & TECH GRP I | 75,000 | $4.1B | 0.32% | |
| 87 | GILDGILEAD SCIENCES INC | 65,000 | $4.1B | 0.32% | Call |
| 88 | FFORD MTR CO DEL | 526,700 | $4.0B | 0.32% | Put |
| 89 | WPMWHEATON PRECIOUS METALS CORP | 202,875 | $4.0B | 0.31% | |
| 90 | GILGILDAN ACTIVEWEAR INC | 125,970 | $3.8B | 0.30% | |
| 91 | CICIGNA CORP NEW | 20,000 | $3.8B | 0.30% | |
| 92 | WSMWILLIAMS SONOMA INC | 75,000 | $3.8B | 0.30% | |
| 93 | AGOASSURED GUARANTY LTD | 98,090 | $3.8B | 0.30% | |
| 94 | —NUTRI SYS INC NEW | 85,000 | $3.7B | 0.29% | |
| 95 | MOALTRIA GROUP INC | 75,000 | $3.7B | 0.29% | Put |
| 96 | MCKMCKESSON CORP | 33,000 | $3.6B | 0.29% | |
| 97 | —C&J ENERGY SVCS INC NEW | 260,000 | $3.5B | 0.28% | |
| 98 | HHC*HOWARD HUGHES CORP | 35,874 | $3.5B | 0.28% | |
| 99 | FDCFIRST DATA CORP NEW | 200,000 | $3.4B | 0.27% | |
| 100 | ILMNILLUMINA INC | 11,000 | $3.3B | 0.26% |
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